-46.6%
CLF vs KNX
+37.6%
-84.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.8% |
| 7D | -3.5% | -5.6% | +2.1% | -0.5% |
| 30D | -1.6% | -4.4% | +2.9% | +0.8% |
| 3M | -12.0% | -17.3% | +5.3% | -3.3% |
| 6M | +30.0% | +22.6% | +7.3% | +11.8% |
| YTD | -9.2% | +31.1% | -40.3% | -25.6% |
| 1Y | +2.3% | +60.2% | -57.9% | -26.9% |
| 3Y | -14.4% | +35.8% | -50.2% | -33.3% |
| All | -46.6% | +37.6% | -84.2% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling